CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0879 |
1.0901 |
0.0023 |
0.2% |
1.0819 |
| High |
1.0908 |
1.0925 |
0.0017 |
0.2% |
1.0925 |
| Low |
1.0864 |
1.0851 |
-0.0014 |
-0.1% |
1.0791 |
| Close |
1.0890 |
1.0858 |
-0.0033 |
-0.3% |
1.0858 |
| Range |
0.0044 |
0.0074 |
0.0030 |
68.2% |
0.0134 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.5% |
0.0000 |
| Volume |
227,720 |
192,801 |
-34,919 |
-15.3% |
991,534 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1053 |
1.0898 |
|
| R3 |
1.1026 |
1.0979 |
1.0878 |
|
| R2 |
1.0952 |
1.0952 |
1.0871 |
|
| R1 |
1.0905 |
1.0905 |
1.0864 |
1.0891 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0871 |
| S1 |
1.0831 |
1.0831 |
1.0851 |
1.0817 |
| S2 |
1.0804 |
1.0804 |
1.0844 |
|
| S3 |
1.0730 |
1.0757 |
1.0837 |
|
| S4 |
1.0656 |
1.0683 |
1.0817 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1193 |
1.0931 |
|
| R3 |
1.1126 |
1.1059 |
1.0894 |
|
| R2 |
1.0992 |
1.0992 |
1.0882 |
|
| R1 |
1.0925 |
1.0925 |
1.0870 |
1.0958 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0874 |
| S1 |
1.0791 |
1.0791 |
1.0845 |
1.0824 |
| S2 |
1.0724 |
1.0724 |
1.0833 |
|
| S3 |
1.0590 |
1.0657 |
1.0821 |
|
| S4 |
1.0456 |
1.0523 |
1.0784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0925 |
1.0791 |
0.0134 |
1.2% |
0.0057 |
0.5% |
50% |
True |
False |
198,306 |
| 10 |
1.0925 |
1.0786 |
0.0139 |
1.3% |
0.0055 |
0.5% |
52% |
True |
False |
183,708 |
| 20 |
1.1029 |
1.0786 |
0.0244 |
2.2% |
0.0049 |
0.5% |
30% |
False |
False |
166,788 |
| 40 |
1.1250 |
1.0786 |
0.0464 |
4.3% |
0.0059 |
0.5% |
16% |
False |
False |
189,211 |
| 60 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0059 |
0.5% |
15% |
False |
False |
129,631 |
| 80 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0057 |
0.5% |
15% |
False |
False |
97,526 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
20% |
False |
False |
78,216 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0054 |
0.5% |
20% |
False |
False |
65,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1239 |
|
2.618 |
1.1118 |
|
1.618 |
1.1044 |
|
1.000 |
1.0999 |
|
0.618 |
1.0970 |
|
HIGH |
1.0925 |
|
0.618 |
1.0896 |
|
0.500 |
1.0888 |
|
0.382 |
1.0879 |
|
LOW |
1.0851 |
|
0.618 |
1.0805 |
|
1.000 |
1.0777 |
|
1.618 |
1.0731 |
|
2.618 |
1.0657 |
|
4.250 |
1.0536 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0888 |
1.0875 |
| PP |
1.0878 |
1.0869 |
| S1 |
1.0868 |
1.0863 |
|